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EXS3.DE vs. EQQQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXS3.DE vs. EQQQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MDAX UCITS ETF (DE) (EXS3.DE) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXS3.DE achieves a 6.43% return, which is significantly lower than EQQQ.DE's 20.52% return. Over the past 10 years, EXS3.DE has underperformed EQQQ.DE with an annualized return of 4.04%, while EQQQ.DE has yielded a comparatively higher 21.28% annualized return.


EXS3.DE

1D
0.21%
1M
5.13%
YTD
6.43%
6M
10.24%
1Y
4.92%
3Y*
6.03%
5Y*
-1.18%
10Y*
4.04%

EQQQ.DE

1D
-0.85%
1M
9.27%
YTD
20.52%
6M
19.39%
1Y
37.72%
3Y*
24.54%
5Y*
18.69%
10Y*
21.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXS3.DE vs. EQQQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXS3.DE
iShares MDAX UCITS ETF (DE)
6.43%19.10%-6.45%7.92%-29.11%13.18%8.17%30.28%-18.39%17.41%
EQQQ.DE
Invesco EQQQ NASDAQ-100 UCITS ETF
20.52%6.94%33.67%51.32%-30.10%39.43%34.58%42.87%3.12%15.81%

Correlation

The correlation between EXS3.DE and EQQQ.DE is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.52

Correlation (3Y)
Calculated over the trailing 3-year period

0.45

Correlation (5Y)
Calculated over the trailing 5-year period

0.55

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Jan 13, 2005

0.54

The correlation between EXS3.DE and EQQQ.DE shifts across timeframes, from 0.45 (3 years) to 0.59 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

EXS3.DE vs. EQQQ.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EXS3.DE
EXS3.DE Risk / Return Rank: 1313
Overall Rank
EXS3.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
EXS3.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
EXS3.DE Omega Ratio Rank: 1313
Omega Ratio Rank
EXS3.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
EXS3.DE Martin Ratio Rank: 1313
Martin Ratio Rank

EQQQ.DE
EQQQ.DE Risk / Return Rank: 7171
Overall Rank
EQQQ.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
EQQQ.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
EQQQ.DE Omega Ratio Rank: 7272
Omega Ratio Rank
EQQQ.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
EQQQ.DE Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EXS3.DE vs. EQQQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MDAX UCITS ETF (DE) (EXS3.DE) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


EXS3.DEEQQQ.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.14

Sortino ratioReturn per unit of downside risk

-2.67

Omega ratioGain probability vs. loss probability

1.06

1.42

-0.36

Calmar ratioReturn relative to maximum drawdown

0.34

3.74

-3.40

Martin ratioReturn relative to average drawdown

0.91

11.10

-10.19

EXS3.DE vs. EQQQ.DE - Sharpe Ratio Comparison

The current EXS3.DE Sharpe Ratio is 0.26, which is lower than the EQQQ.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of EXS3.DE and EQQQ.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EXS3.DEEQQQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

2.40

-2.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.93

-0.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

1.08

-0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.80

-0.45

Drawdowns

EXS3.DE vs. EQQQ.DE - Drawdown Comparison

The maximum EXS3.DE drawdown since its inception was -63.82%, which is greater than EQQQ.DE's maximum drawdown of -47.04%. Use the drawdown chart below to compare losses from any high point for EXS3.DE and EQQQ.DE.


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Drawdown Indicators


EXS3.DEEQQQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-63.82%

-47.04%

-16.78%

Max Drawdown (1Y)

Largest decline over 1 year

-14.57%

-10.05%

-4.52%

Max Drawdown (3Y)

Largest decline over 3 years

-18.67%

-26.70%

+8.03%

Max Drawdown (5Y)

Largest decline over 5 years

-40.31%

-31.30%

-9.01%

Max Drawdown (10Y)

Largest decline over 10 years

-40.31%

-31.30%

-9.01%

Current Drawdown

Current decline from peak

-12.23%

-0.85%

-11.38%

Average Drawdown

Average peak-to-trough decline

-14.02%

-7.35%

-6.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.35%

3.39%

+1.96%

Volatility

EXS3.DE vs. EQQQ.DE - Volatility Comparison

iShares MDAX UCITS ETF (DE) (EXS3.DE) has a higher volatility of 4.94% compared to Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) at 4.26%. This indicates that EXS3.DE's price experiences larger fluctuations and is considered to be riskier than EQQQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXS3.DEEQQQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.94%

4.26%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

15.18%

10.90%

+4.28%

Volatility (1Y)

Calculated over the trailing 1-year period

18.54%

15.64%

+2.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.35%

19.84%

-0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.37%

19.65%

-1.28%

EXS3.DE vs. EQQQ.DE - Expense Ratio Comparison

EXS3.DE has a 0.51% expense ratio, which is higher than EQQQ.DE's 0.30% expense ratio.


Dividends

EXS3.DE vs. EQQQ.DE - Dividend Comparison

EXS3.DE has not paid dividends to shareholders, while EQQQ.DE's dividend yield for the trailing twelve months is around 0.23%.


PositionTTM20252024202320222021202020192018201720162015
EQQQ.DE
Invesco EQQQ NASDAQ-100 UCITS ETF
0.23%0.29%0.37%0.39%0.57%0.25%0.41%0.54%0.64%0.68%0.78%0.73%
EXS3.DE
iShares MDAX UCITS ETF (DE)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.41%0.49%0.53%0.49%

Frequently Asked Questions


EXS3.DE and EQQQ.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EQQQ.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EQQQ.DE is cheaper with a 0.30% expense ratio, compared with 0.51% for EXS3.DE.

EXS3.DE is categorized as Europe Equities, while EQQQ.DE is Nasdaq-100. EXS3.DE tracks MDAX®, while EQQQ.DE tracks NASDAQ-100 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.51% for EXS3.DE and 0.30% for EQQQ.DE.

Portfolio Optimizer

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